-89.1%
GDEV vs SPY
+136.5%
-225.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.4% | -5.4% | -8.4% |
| 7D | -2.8% | -4.7% | +1.9% | -1.2% |
| 30D | -24.4% | -5.9% | -18.5% | -22.8% |
| 3M | -34.2% | -4.5% | -29.7% | -33.2% |
| 6M | -45.3% | +1.8% | -47.1% | -45.5% |
| YTD | -41.7% | +8.3% | -50.0% | -42.8% |
| 1Y | -61.8% | +9.3% | -71.1% | -62.7% |
| 3Y | -54.4% | +74.9% | -129.3% | -61.2% |
| 5Y | -87.5% | +67.3% | -154.8% | -89.1% |
| All | -89.1% | +136.5% | -225.6% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling